+9.3%
COIN vs UMAC
+473.8%
-464.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.9% |
| 7D | -5.1% | -3.4% | -1.7% | -4.9% |
| 30D | +17.6% | -15.1% | +32.7% | +18.4% |
| 3M | +9.2% | -10.8% | +20.0% | +8.7% |
| 6M | -11.8% | +15.7% | -27.4% | -15.8% |
| YTD | -22.5% | +80.1% | -102.6% | -28.6% |
| 1Y | -45.9% | +116.7% | -162.6% | -50.9% |
| All | +9.3% | +473.8% | -464.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling